A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432)
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scientific article; zbMATH DE number 7743085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A machine learning approach to portfolio pricing and risk management for high‐dimensional problems |
scientific article; zbMATH DE number 7743085 |
Statements
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (English)
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28 September 2023
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dimensionality reduction
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nested Monte Carlo
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neural networks
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replicating portfolios
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solvency capital
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